b******r
发帖数: 16603 | 1 只是不能hold到转向。3X volatility大的时候玩对方向才很爽啊。
另外可以靠short 3x options hedge来抵消IV的损失。 |
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d******8
发帖数: 1972 | 2 NEW YORK (Reuters) - Shares in social gaming company Zynga Inc (ZNGA.O),
which generates the majority of its revenue from Facebook, were halted twice
in volatile trading on Friday as the stock jumped around on the same day as
Facebook Inc's (FB.O) debut.
Shares of Zynga were down 5.6 percent to $7.80 a share, having hit an
earlier low of $7.08 a share, which triggered an automatic halt due to the
fluctuation in its price.
(Reporting By David Gaffen; Editing by Chizu Nomiyama) |
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u**v
发帖数: 49 | 3 发信人: wfath (Fath), 版面: Stock
标 题: Volatility handling
发信站: 阿凡提BBS (2013/02/20 11:48:45 EST)
Look at YONG, I bought at $5, got shaken out at $5.4 recently. And it rose
to 5.7 today. Retroactively, I think I could do a better job, but It would
be hard. Why?
I bought it because of $6.6 buyout offer. But the way to the final of $6.6
is not a smooth ride. If it is a US buyout, it would a straight line to $6.6
. But it is a Chinese small cap, we need to trade between good announcement
and painful cons... 阅读全帖 |
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d*******e
发帖数: 617 | 4 庄家不担心股票会有大震荡，所以庄家在超卖calls and puts，导致低volatility，低
VIX |
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c****2
发帖数: 1711 | 5 大牛厉害！
Indicates strong bull market ahead. No worry about the volatility. |
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u********e
发帖数: 4950 | 6 Hard to maintain the inner peace in the volatile market
Especially when you saw the profits went away or loss was widening.
Maybe it is time to shut down the computer :) |
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u********e
发帖数: 4950 | 7 Good practice
I guess the market volatility will be even higher in the next 3 weeks. No mo
re easy money, it's better be prepared :) |
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s****8
发帖数: 2537 | 8 只要你有信仰，相信市场不会崩
Volatility 大制造了很多低买高卖的机会 |
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s******t
发帖数: 12883 | 9 对， volatility大的股票， 不管long还是空， 都赚钱。
即使入错了， 放着就好了， 钟摆总能摆回来。 |
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K**e
发帖数: 56 | 10 If the market stabilizes or up after bouncing around, the volatility index
can drop to 12-12.5 from the current over 14, that is potential 10-20 times
return in one week.
Your money your decision. |
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K**e
发帖数: 56 | 11 The volatility index is around 12.4; if the market stabilizes or up for two
more days (next Monday or Tuesday), then very good profit; |
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K**e
发帖数: 56 | 12 Volatility index is around 12.60,and the bid on 13 put is $0.3;
If spy pushes up further, having a big chance to sell the put at $0.5 or
over, just gambling now not taking the profit. |
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y***r
发帖数: 16594 | 13 Lumber Liquidators (NYSE: LL) trading paused for market volatility.
UPDATE - A U.S. judge accepted the company's plea agreement, according to
Bloomberg. The company will pay $10 million for timber source crimes and
will get five years probation along with an outside auditor.
Lumber Liquidators was said to mislead U.S. officials on import declarations.
Shares of Lumber Liquidators are up 9.5 percent at the pause. |
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m*****y
发帖数: 3981 | 14 options volatility应该大啊 如果是在等 job report |
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q********g
发帖数: 10694 | 15 最近科密厉害啊，用词都很专业。
Commonly, the higher the volatility, the riskier the security. |
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a*i
发帖数: 497 | 16 已经失去希望了。 那么就是volatility快要回来的时候了 |
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d******i
发帖数: 7160 | 17 "volatility 永远不会回来了"
是不可能的。
套句53俱乐部的理儿
给熊们共勉:
"从绝望中寻找希望，人生终将辉煌"。
今天继续scale in UVXY。
一辈子涨不起来还了得？
还日了狗了！ |
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g****t
发帖数: 31659 | 18 【 以下文字转载自 tsla_FB_twtr_sina 俱乐部 】
发信人: guvest (我爱你老婆Anna), 信区: tsla_FB_twtr_sina
标 题: Re: one rule in volatile mkts
发信站: BBS 未名空间站 (Tue Jun 28 11:14:10 2016, 美东)
原来的票每日的return是x1,x2,...
你原来的票的收益是A=(1+x1)(1+x2)...-1
然后3X的收益是B=(1+3*x1)(1+3*x2)...-1
(I)我们假设震荡的情况下B-3*A是负的。
我前面说的双向3X烧，吃的是B-3*A里面的二次展开项。
高次项是不一样的。等于是添加了高次项忽略不计这个假设。
如果你觉得高次项重要，那么还有一个结论：
(X)你可以通过每日改变双向3X 的仓位，让自己的收益等于
3*A-B。
这样，理论上你可以完整的拿到3*X的振荡，包括高次项。
但这个需要每日调仓，交易费和买卖的滑点是个问题。
我测试过，效果不是很好。滑点我用2小时的滞后价格来代替收
盘价。
这个结论(X),还有一批别的只和多项式中学知识展开的
结... 阅读全帖 |
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u********e
发帖数: 4950 | 19 Too bad, market volatility has been killed by Central bank money printing I
guess :)
cause |
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t***d
发帖数: 373 | 20 WS splash the water to make money with volatility |
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y********n
发帖数: 4452 | 21 在股市里靠短期买卖赚钱的都喜欢volatility。 |
|
发帖数: 1 | 22 你们听本主席的了吗？看到了吗？烧volatility都死了，就大涨了。 |
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l**y
发帖数: 499 | 23 When a market is losing its momentum, volatility is expected. On the other
hand, with all the noises and dramas, those sitting in front of bloomberg
terminals clearly have edges |
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r*******t
发帖数: 8550 | 24 what does volatility mean? |
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a*o
发帖数: 25262 | 25 not sure, looks like it's like volatility. |
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i**********o
发帖数: 5993 | 26 volatility 帮你你估计明天赔掉裤衩还是小命儿。当然也有可能赚到小棉袄。 |
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y******e
发帖数: 148 | 27 以前看得书里是这么译的，不知现在有没有改
MBS：房屋贷款抵押证券
CDS：信用违约掉期
volatility: 波动率 |
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g*****g
发帖数: 34805 | 28 Take it this way, volatile int, you still need to
sync blocks to do read/write. AtomicInteger you don't.
You can check the latter's source code to see why. |
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h*****0
发帖数: 4889 | 29 why do we need to sync blocks to read and write on a volatile int? |
|
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g**e
发帖数: 6127 | 31 volatile is actually write safe. but its value to write doesn't depend on
the current value.
In your example, i++ or i+=1 is not thread safe, because this actually
involves reading the current value, incrementing it, then setting the new
value. |
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g*****g
发帖数: 34805 | 32 It's a problem without volatile keyword. The recommended way today is to use
AtomicDouble instead and you don't need to synchronize the methods. |
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g*****g
发帖数: 34805 | 33 I didn't read the original post carefully. His example should work actually.
But not the recommended way to do it.
volatile is tricky, basically it works for getter/setter without sync. But
Atomic is much easier. |
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w**z
发帖数: 8232 | 34 According the JSR-133, the code should work.
But there is more to synchronization than mutual exclusion. Synchronization
ensures that memory writes by a thread before or during a synchronized block
are made visible in a predictable manner to other threads which synchronize
on the same monitor. After we exit a synchronized block, we release the
monitor, which has the effect of flushing the cache to main memory, so that
writes made by this thread can be visible to other threads. Before we can
ente... 阅读全帖 |
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l******n
发帖数: 577 | 35 谢谢你的回复！
我其实在thinking in java上面找到了类似的code，说不加volatile不行。
所以看起来这个是一个比较tricky的部分，应该尽量避免这样使用。
Synchronization
block
synchronize
that
of
visible |
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l******n
发帖数: 577 | 36 Here I post the an example from thinking in java:
If you blindly apply the idea of atomicity, you see that getValue( ) in the
following program fits the description:
//: concurrency/AtomicityTest.java
import java.util.concurrent.*;
public class AtomicityTest implements Runnable {
private int i = 0;
public int getValue() { return i; }
private synchronized void evenIncrement() { i++; i++; }
public void run() {
while(true)
evenIncrement();
}
public static voi... 阅读全帖 |
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w**z
发帖数: 8232 | 37 you can getValue after the first i++ since getValue is not synchronized.
besides, i is not volatile, the caller thread might never see the new value.
it might read i from processor cache.
the |
|
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r****o
发帖数: 1950 | 40 请问，在multithreading环境下，假如用了mutex来保护某个全局变量，是不是对该全局
变量仍然要加volatile关键字才能保证该变量的值是没有被其他线程改过的? |
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x****u
发帖数: 44466 | 41 问题不在这里，这个场合下绝对不需要。
volatile的意思是要让编译器知道此变量可能被外界改变，这是和同步互斥完全不同的
另一个话题。
只要用了mutex保护，这个变量就线程安全了，至于这个变量在内存里面，在寄存器里
面或者被优化掉根本不存在了，都不影响程序的语义。 |
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P********e
发帖数: 2610 | 42 你才没clue呢
volatile保证不被优化，mutex怎么"preventing optimizations from happening"
safe
no
c
happe
mut
v
synchronizat |
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x****u
发帖数: 44466 | 43 你误会了，我这个例子里面a根本不是global的，相反，它是局部变量。
这个mutex是给第二个进程用的，而不是作为线程互斥对象。我举这个例子是说明什么
场合下volatile有意义。第二个程序可以用OS功能suspend第一个进程，然后搜索a的值
，接着修改它。
如果一个变量只对单一程序内有意义，我们不应该阻止它被优化。
opaque)
g
th
i
ac
存在
的值 |
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P********e
发帖数: 2610 | 44 所以你的意思compiler treat mutex differently
如果把你程序改变成这样：
int x;
gv = 1;
foo();//whatever function
x = gv;
foo();
我还是不觉得mutex能取代volatile |
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x****u
发帖数: 44466 | 45 我是在后面加了个调用，防止x被优化掉。
未被引用局部变量是必被干掉的，所以我的那个例子里面才体现了加volatile与不加的
区别。 |
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x****u
发帖数: 44466 | 46 不用这么麻烦，如果gcc一定要猜测全局变量值，直接把它定义成volatile就安全了。
as
loc
concep |
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x****u
发帖数: 44466 | 47 OK。那我就把这个问题简化一下了。
书写C/C++多线程程序时，如果定义了多线程共享的全局变量，是否一定要加上
volatile修饰符以保证gcc不在极端的情况下对其优化。
你认为有必要吗？
volati
still
not
optimizatio |
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m*****e
发帖数: 4193 | 48
volatile is neither necessary nor sufficient. Don't use it. |
|
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x****u
发帖数: 44466 | 50 atmoic是volatile的超集，在内核里面所有涉及lock的地方都非常严谨，不能随便碰。
sufficie |
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